+19.6%
SW vs LNT
+51.2%
-31.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | -3.2% | -1.4% | -3.8% |
| 3M | +9.4% | -4.1% | +13.5% | +10.6% |
| 6M | +3.5% | -4.6% | +8.1% | +4.6% |
| YTD | +22.0% | +7.0% | +15.0% | +19.7% |
| 1Y | +2.2% | +8.3% | -6.1% | 0.0% |
| All | +19.6% | +51.2% | -31.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling